Reliance Industries (Germany) Market Value
| RLI Stock | EUR 58.60 0.60 1.01% |
| Symbol | Reliance |
Reliance Industries 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Reliance Industries' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Reliance Industries.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Reliance Industries on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Reliance Industries Limited or generate 0.0% return on investment in Reliance Industries over 90 days. Reliance Industries is related to or competes with Tencent Holdings, Thermo Fisher, Exxon Mobil, SoftBank Group, and China Construction. Reliance Industries Limited engages in the hydrocarbon exploration and production, petroleum refining and marketing, pet... More
Reliance Industries Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Reliance Industries' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Reliance Industries Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.0601 | |||
| Maximum Drawdown | 9.55 | |||
| Value At Risk | (2.05) | |||
| Potential Upside | 3.52 |
Reliance Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Reliance Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Reliance Industries' standard deviation. In reality, there are many statistical measures that can use Reliance Industries historical prices to predict the future Reliance Industries' volatility.| Risk Adjusted Performance | 0.1327 | |||
| Jensen Alpha | 0.2568 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.088 | |||
| Treynor Ratio | (2.00) |
Reliance Industries Backtested Returns
Reliance Industries appears to be very steady, given 3 months investment horizon. Reliance Industries maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Reliance Industries, which you can use to evaluate the volatility of the company. Please evaluate Reliance Industries' Semi Deviation of 1.02, risk adjusted performance of 0.1327, and Coefficient Of Variation of 731.04 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Reliance Industries holds a performance score of 9. The company holds a Beta of -0.12, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Reliance Industries are expected to decrease at a much lower rate. During the bear market, Reliance Industries is likely to outperform the market. Please check Reliance Industries' total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to make a quick decision on whether Reliance Industries' historical price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Reliance Industries Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between Reliance Industries time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Reliance Industries price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Reliance Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 1.0 |
Reliance Industries lagged returns against current returns
Autocorrelation, which is Reliance Industries stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Reliance Industries' stock expected returns. We can calculate the autocorrelation of Reliance Industries returns to help us make a trade decision. For example, suppose you find that Reliance Industries has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Reliance Industries regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Reliance Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Reliance Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Reliance Industries stock over time.
Current vs Lagged Prices |
| Timeline |
Reliance Industries Lagged Returns
When evaluating Reliance Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Reliance Industries stock have on its future price. Reliance Industries autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Reliance Industries autocorrelation shows the relationship between Reliance Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Reliance Industries Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Reliance Stock
Reliance Industries financial ratios help investors to determine whether Reliance Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Reliance with respect to the benefits of owning Reliance Industries security.